Bank Signaling, Risk of Runs, and the Informational Impact of Prudential Regulations

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Climate Risk, Insurance Retreat, and State Response

"Private businesses are making actuarial decisions, assessing that some locations are just too vulnerable to insure. At the same time, this insurance retreat also poses a policy challenge for states a

Estimation of Generalized Tail Distortion Risk Measures with Applications in Reinsurance

New estimators for generalized tail distortion (GTD) risk measures are proposed, based on first-order asymptotic expansions, offering simplicity and comparable or better performance than existing meth

The Changing Landscape of Cyber Risk: An Empirical Analysis of Frequency, Severity, and Tail Dynamics

Cyber risk presents significant challenges to society, yet its statistical behavior remains insufficiently understood. This paper analyzes three databases to study cyber risk dynamics. It identifies i